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[--[65.84.65.76]--]
MARUTI
Maruti Suzuki India Ltd.

10901.05 -54.30 (-0.50%)

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Historical option data for MARUTI

20 Dec 2024 04:12 PM IST
MARUTI 26DEC2024 11400 CE
Delta: 0.09
Vega: 2.18
Theta: -4.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 10901.05 14 -10.60 25.93 11,579 -519 2,681
19 Dec 10955.35 24.6 -13.65 24.34 8,285 205 3,229
18 Dec 11002.45 38.25 -24.90 23.83 11,207 45 3,038
17 Dec 11108.55 63.15 -51.35 24.08 7,275 818 3,005
16 Dec 11277.00 114.5 9.75 21.71 7,168 180 2,212
13 Dec 11272.55 104.75 12.75 16.96 9,238 -588 2,030
12 Dec 11167.40 92 -57.65 20.57 7,019 489 2,627
11 Dec 11277.75 149.65 14.80 19.51 5,113 -45 2,146
10 Dec 11198.20 134.85 -23.70 20.48 4,622 83 2,189
9 Dec 11279.80 158.55 -30.05 20.45 3,887 312 2,112
6 Dec 11317.95 188.6 50.60 19.44 10,866 264 1,798
5 Dec 11182.25 138 4.05 19.29 5,798 -24 1,516
4 Dec 11129.85 133.95 -51.25 20.20 4,729 541 1,540
3 Dec 11279.25 185.2 -8.20 19.21 4,163 23 1,014
2 Dec 11239.30 193.4 33.85 20.63 10,312 414 1,005
29 Nov 11074.20 159.55 36.45 21.43 1,873 -14 596
28 Nov 10949.85 123.1 -34.05 20.78 1,558 199 609
27 Nov 11058.35 157.15 21.55 20.64 1,162 84 409
26 Nov 10943.95 135.6 -33.25 22.27 554 161 323
25 Nov 11025.15 168.85 -4.10 22.76 467 6 162
22 Nov 11063.60 172.95 45.75 19.86 236 -8 148
21 Nov 10861.45 127.2 -38.65 21.49 239 113 154
20 Nov 10959.30 165.85 0.00 21.44 53 22 41
19 Nov 10959.30 165.85 -63.75 21.44 53 22 41
18 Nov 11093.95 229.6 27.60 21.18 14 4 19
14 Nov 11006.05 202 -133.65 21.77 18 2 15
13 Nov 11049.60 335.65 0.00 0.00 0 0 0
12 Nov 11143.10 335.65 -58.65 25.87 3 0 13
11 Nov 11399.70 394.3 52.30 20.51 13 4 13
8 Nov 11303.00 342 -25.50 19.37 1 0 8
7 Nov 11300.15 367.5 -1878.60 21.66 12 10 10
6 Nov 11354.25 2246.1 0.00 - 0 0 0
5 Nov 11170.10 2246.1 0.00 0.36 0 0 0
31 Oct 11076.45 2246.1 0.00 - 0 0 0
30 Oct 11256.45 2246.1 0.00 - 0 0 0
29 Oct 11046.00 2246.1 2246.10 - 0 0 0
28 Oct 11483.25 0 0.00 - 0 0 0
25 Oct 11502.85 0 0.00 - 0 0 0
24 Oct 11763.70 0 0.00 - 0 0 0
23 Oct 11956.20 0 0.00 - 0 0 0
22 Oct 11923.30 0 0.00 - 0 0 0
21 Oct 12175.90 0 0.00 - 0 0 0
18 Oct 12105.10 0 0.00 - 0 0 0
17 Oct 12143.75 0 0.00 - 0 0 0
16 Oct 12383.90 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 11400 expiring on 26DEC2024

Delta for 11400 CE is 0.09

Historical price for 11400 CE is as follows

On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 14, which was -10.60 lower than the previous day. The implied volatity was 25.93, the open interest changed by -519 which decreased total open position to 2681


On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 24.6, which was -13.65 lower than the previous day. The implied volatity was 24.34, the open interest changed by 205 which increased total open position to 3229


On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 38.25, which was -24.90 lower than the previous day. The implied volatity was 23.83, the open interest changed by 45 which increased total open position to 3038


On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 63.15, which was -51.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 818 which increased total open position to 3005


On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 114.5, which was 9.75 higher than the previous day. The implied volatity was 21.71, the open interest changed by 180 which increased total open position to 2212


On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 104.75, which was 12.75 higher than the previous day. The implied volatity was 16.96, the open interest changed by -588 which decreased total open position to 2030


On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 92, which was -57.65 lower than the previous day. The implied volatity was 20.57, the open interest changed by 489 which increased total open position to 2627


On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 149.65, which was 14.80 higher than the previous day. The implied volatity was 19.51, the open interest changed by -45 which decreased total open position to 2146


On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 134.85, which was -23.70 lower than the previous day. The implied volatity was 20.48, the open interest changed by 83 which increased total open position to 2189


On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 158.55, which was -30.05 lower than the previous day. The implied volatity was 20.45, the open interest changed by 312 which increased total open position to 2112


On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 188.6, which was 50.60 higher than the previous day. The implied volatity was 19.44, the open interest changed by 264 which increased total open position to 1798


On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 138, which was 4.05 higher than the previous day. The implied volatity was 19.29, the open interest changed by -24 which decreased total open position to 1516


On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 133.95, which was -51.25 lower than the previous day. The implied volatity was 20.20, the open interest changed by 541 which increased total open position to 1540


On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 185.2, which was -8.20 lower than the previous day. The implied volatity was 19.21, the open interest changed by 23 which increased total open position to 1014


On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 193.4, which was 33.85 higher than the previous day. The implied volatity was 20.63, the open interest changed by 414 which increased total open position to 1005


On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 159.55, which was 36.45 higher than the previous day. The implied volatity was 21.43, the open interest changed by -14 which decreased total open position to 596


On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 123.1, which was -34.05 lower than the previous day. The implied volatity was 20.78, the open interest changed by 199 which increased total open position to 609


On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 157.15, which was 21.55 higher than the previous day. The implied volatity was 20.64, the open interest changed by 84 which increased total open position to 409


On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 135.6, which was -33.25 lower than the previous day. The implied volatity was 22.27, the open interest changed by 161 which increased total open position to 323


On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 168.85, which was -4.10 lower than the previous day. The implied volatity was 22.76, the open interest changed by 6 which increased total open position to 162


On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 172.95, which was 45.75 higher than the previous day. The implied volatity was 19.86, the open interest changed by -8 which decreased total open position to 148


On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 127.2, which was -38.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by 113 which increased total open position to 154


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 165.85, which was 0.00 lower than the previous day. The implied volatity was 21.44, the open interest changed by 22 which increased total open position to 41


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 165.85, which was -63.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 22 which increased total open position to 41


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 229.6, which was 27.60 higher than the previous day. The implied volatity was 21.18, the open interest changed by 4 which increased total open position to 19


On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 202, which was -133.65 lower than the previous day. The implied volatity was 21.77, the open interest changed by 2 which increased total open position to 15


On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 335.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 335.65, which was -58.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by 0 which decreased total open position to 13


On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 394.3, which was 52.30 higher than the previous day. The implied volatity was 20.51, the open interest changed by 4 which increased total open position to 13


On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 342, which was -25.50 lower than the previous day. The implied volatity was 19.37, the open interest changed by 0 which decreased total open position to 8


On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 367.5, which was -1878.60 lower than the previous day. The implied volatity was 21.66, the open interest changed by 10 which increased total open position to 10


On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 2246.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 2246.1, which was 0.00 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 2246.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 2246.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct MARUTI was trading at 11046.00. The strike last trading price was 2246.1, which was 2246.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MARUTI was trading at 11483.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct MARUTI was trading at 11502.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct MARUTI was trading at 11763.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct MARUTI was trading at 11956.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct MARUTI was trading at 11923.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct MARUTI was trading at 12175.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct MARUTI was trading at 12105.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct MARUTI was trading at 12143.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct MARUTI was trading at 12383.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MARUTI 26DEC2024 11400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 10901.05 483.35 23.05 - 57 -21 414
19 Dec 10955.35 460.3 63.25 27.87 127 -37 435
18 Dec 11002.45 397.05 53.75 22.83 235 -60 473
17 Dec 11108.55 343.3 144.50 22.85 1,290 32 533
16 Dec 11277.00 198.8 -18.85 18.62 1,494 70 505
13 Dec 11272.55 217.65 -84.65 19.96 676 -15 439
12 Dec 11167.40 302.3 89.70 19.47 1,409 -39 454
11 Dec 11277.75 212.6 -54.40 19.69 948 13 495
10 Dec 11198.20 267 17.00 20.68 1,020 69 484
9 Dec 11279.80 250 26.00 20.92 2,164 -118 417
6 Dec 11317.95 224 -89.85 19.51 2,092 237 540
5 Dec 11182.25 313.85 -37.70 20.96 604 -3 302
4 Dec 11129.85 351.55 69.85 21.28 1,613 109 304
3 Dec 11279.25 281.7 -18.75 21.80 755 29 197
2 Dec 11239.30 300.45 -99.20 21.67 1,348 62 168
29 Nov 11074.20 399.65 -112.35 21.89 69 7 106
28 Nov 10949.85 512 81.20 25.85 113 8 100
27 Nov 11058.35 430.8 -80.45 23.49 228 50 92
26 Nov 10943.95 511.25 31.20 22.72 50 10 41
25 Nov 11025.15 480.05 -104.95 23.66 76 31 31
22 Nov 11063.60 585 528.30 34.12 1 0 0
21 Nov 10861.45 56.7 0.00 - 0 0 0
20 Nov 10959.30 56.7 0.00 - 0 0 0
19 Nov 10959.30 56.7 0.00 - 0 0 0
18 Nov 11093.95 56.7 0.00 - 0 0 0
14 Nov 11006.05 56.7 0.00 - 0 0 0
13 Nov 11049.60 56.7 0.00 - 0 0 0
12 Nov 11143.10 56.7 0.00 - 0 0 0
11 Nov 11399.70 56.7 0.00 0.78 0 0 0
8 Nov 11303.00 56.7 0.00 0.34 0 0 0
7 Nov 11300.15 56.7 0.00 0.09 0 0 0
6 Nov 11354.25 56.7 0.00 0.70 0 0 0
5 Nov 11170.10 56.7 0.00 - 0 0 0
31 Oct 11076.45 56.7 0.00 - 0 0 0
30 Oct 11256.45 56.7 0.00 - 0 0 0
29 Oct 11046.00 56.7 0.00 - 0 0 0
28 Oct 11483.25 56.7 0.00 - 0 0 0
25 Oct 11502.85 56.7 0.00 - 0 0 0
24 Oct 11763.70 56.7 56.70 - 0 0 0
23 Oct 11956.20 0 0.00 - 0 0 0
22 Oct 11923.30 0 0.00 - 0 0 0
21 Oct 12175.90 0 0.00 - 0 0 0
18 Oct 12105.10 0 0.00 - 0 0 0
17 Oct 12143.75 0 0.00 - 0 0 0
16 Oct 12383.90 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 11400 expiring on 26DEC2024

Delta for 11400 PE is -

Historical price for 11400 PE is as follows

On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 483.35, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 414


On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 460.3, which was 63.25 higher than the previous day. The implied volatity was 27.87, the open interest changed by -37 which decreased total open position to 435


On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 397.05, which was 53.75 higher than the previous day. The implied volatity was 22.83, the open interest changed by -60 which decreased total open position to 473


On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 343.3, which was 144.50 higher than the previous day. The implied volatity was 22.85, the open interest changed by 32 which increased total open position to 533


On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 198.8, which was -18.85 lower than the previous day. The implied volatity was 18.62, the open interest changed by 70 which increased total open position to 505


On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 217.65, which was -84.65 lower than the previous day. The implied volatity was 19.96, the open interest changed by -15 which decreased total open position to 439


On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 302.3, which was 89.70 higher than the previous day. The implied volatity was 19.47, the open interest changed by -39 which decreased total open position to 454


On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 212.6, which was -54.40 lower than the previous day. The implied volatity was 19.69, the open interest changed by 13 which increased total open position to 495


On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 267, which was 17.00 higher than the previous day. The implied volatity was 20.68, the open interest changed by 69 which increased total open position to 484


On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 250, which was 26.00 higher than the previous day. The implied volatity was 20.92, the open interest changed by -118 which decreased total open position to 417


On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 224, which was -89.85 lower than the previous day. The implied volatity was 19.51, the open interest changed by 237 which increased total open position to 540


On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 313.85, which was -37.70 lower than the previous day. The implied volatity was 20.96, the open interest changed by -3 which decreased total open position to 302


On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 351.55, which was 69.85 higher than the previous day. The implied volatity was 21.28, the open interest changed by 109 which increased total open position to 304


On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 281.7, which was -18.75 lower than the previous day. The implied volatity was 21.80, the open interest changed by 29 which increased total open position to 197


On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 300.45, which was -99.20 lower than the previous day. The implied volatity was 21.67, the open interest changed by 62 which increased total open position to 168


On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 399.65, which was -112.35 lower than the previous day. The implied volatity was 21.89, the open interest changed by 7 which increased total open position to 106


On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 512, which was 81.20 higher than the previous day. The implied volatity was 25.85, the open interest changed by 8 which increased total open position to 100


On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 430.8, which was -80.45 lower than the previous day. The implied volatity was 23.49, the open interest changed by 50 which increased total open position to 92


On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 511.25, which was 31.20 higher than the previous day. The implied volatity was 22.72, the open interest changed by 10 which increased total open position to 41


On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 480.05, which was -104.95 lower than the previous day. The implied volatity was 23.66, the open interest changed by 31 which increased total open position to 31


On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 585, which was 528.30 higher than the previous day. The implied volatity was 34.12, the open interest changed by 0 which decreased total open position to 0


On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct MARUTI was trading at 11046.00. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MARUTI was trading at 11483.25. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct MARUTI was trading at 11502.85. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct MARUTI was trading at 11763.70. The strike last trading price was 56.7, which was 56.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct MARUTI was trading at 11956.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct MARUTI was trading at 11923.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct MARUTI was trading at 12175.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct MARUTI was trading at 12105.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct MARUTI was trading at 12143.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct MARUTI was trading at 12383.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to